how many YM contracts have you traded, or known to be traded 'all in and all out' without little or no slippage...(for little slippage meaning 1 YM point only)...do you think the max it can handle "all in and all out" is it 3,4,5,6,7,8,9,10 plus etc.???thanks in advance!
Increase ... Your 1st question. I dont exe 2 or more cars at once - only 1. Im still a piker. However, i will take a 1 car position and then trade another car around it. so sometimes ive got 2 cars in sometimes. Your second question. During RTH 2 or 3 contracts via limit order with almost never any slippage it seems to me. Cheers ...
Thanks RCJ...WOW...so, it seems if someone threw like 10 cars at the YM 'all in, all out' it would be a disastor!!! with massive slippage...you agree...??
Hahaha ... no, no , no increase!!! im just saying its very high odds no slippage during RTH with 2/3 cars all in/out. Good odds no/little slippage 4 or 5. This is with LIMIT orders in/out. Cheers!! edit .... what i mean here is a partial fill only and then mkt moves away from the rest of your order. Then it may come back and pick up the remaining cars maybe at not so good a time. Obvious that mkt order for,say 6-10 cars likely to fill with slip, right?
***********Feb 29 Trades********** Begin: 1 open short @ 12589. End: Flat. FIFO order: +62 +240 +5 +5 +4 +5 = +321 tics <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1827845>
Daily net for prior dates back to 10/01/07 on previous pages. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1829854>
************* March 2 Trades - Sun Night Crew ******* Begin: Flat. End: 1 open car short @ 12229. FIFO order: +11 -12. Last line is first entry in Feb 3 executions(next). <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1831959>
*********** March 3 Trades(RTH)************** Begin: Flat. End: 1 open short @12258. FIFO order: +7 +4 +2 +4 +5 +4 +4 +4 -46 = -13 tic. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1831972>
************March 4 Trades************* Begin: 1 open short @ 12258. End: 1 open short @ 12234. By FIFO +31. No trades RTH. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1835788>